Pages that link to "Item:Q1002154"
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The following pages link to Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Mumford-Shah and Potts regularization for manifold-valued data (Q294412) (← links)
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions (Q402320) (← links)
- Locally adaptive image denoising by a statistical multiresolution criterion (Q425650) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Properties and refinements of the fused Lasso (Q834368) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Multiscale blind source separation (Q1750285) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework (Q1950814) (← links)
- Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs (Q1990576) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case (Q2040452) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- On estimation of isotonic piecewise constant signals (Q2196185) (← links)
- Bump detection in the presence of dependency: does it ease or does it load? (Q2203641) (← links)
- Statistical methodology in single-molecule experiments (Q2218022) (← links)
- Changepoint detection by the quantile Lasso method (Q2301226) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points (Q2317289) (← links)
- Multiscale change-point segmentation: beyond step functions (Q2326059) (← links)
- A computationally efficient nonparametric approach for changepoint detection (Q2361475) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- Non-smooth Variational Regularization for Processing Manifold-Valued Data (Q3300533) (← links)
- Fused-MCP With Application to Signal Processing (Q3391169) (← links)
- Jump-penalized least absolute values estimation of scalar or circle-valued signals (Q4603706) (← links)
- Group LASSO for Structural Break Time Series (Q4975401) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Rank-based multiple change-point detection (Q5077431) (← links)
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
- Multiple change-points detection in high dimension (Q5108292) (← links)
- The $L^1$-Potts Functional for Robust Jump-Sparse Reconstruction (Q5253560) (← links)
- Complexity penalized least squares estimators: Analytical results (Q5385222) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization (Q5738841) (← links)
- Multiscale Change Point Inference (Q5743255) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
- Multiscale Quantile Segmentation (Q5881143) (← links)
- Multiple change points detection in high-dimensional multivariate regression (Q6052523) (← links)
- Efficient multiple change point detection for high‐dimensional generalized linear models (Q6059464) (← links)
